There are two ways to show that P(X>n) = (1 − p) n. The easiest way is to realize that P(X>n) is the probability that we had “no success in the first n trials,” which clearly equals (1 − p) n. A more...


There are two ways to show that P(X>n) = (1 − p) n. The easiest way is to realize that P(X>n) is the probability that we had “no success in the first n trials,” which clearly equals (1 − p) n. A more involved way is by calculation:


If we recall from calculus that


the answer follows immediately.




May 13, 2022
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